Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1,289.2 |
1,275.8 |
-13.4 |
-1.0% |
1,289.1 |
High |
1,289.6 |
1,278.7 |
-10.9 |
-0.8% |
1,294.7 |
Low |
1,270.3 |
1,268.8 |
-1.5 |
-0.1% |
1,261.8 |
Close |
1,273.2 |
1,274.4 |
1.2 |
0.1% |
1,288.3 |
Range |
19.3 |
9.9 |
-9.4 |
-48.7% |
32.9 |
ATR |
21.4 |
20.6 |
-0.8 |
-3.8% |
0.0 |
Volume |
9,733 |
16,205 |
6,472 |
66.5% |
73,821 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.7 |
1,298.9 |
1,279.8 |
|
R3 |
1,293.8 |
1,289.0 |
1,277.1 |
|
R2 |
1,283.9 |
1,283.9 |
1,276.2 |
|
R1 |
1,279.1 |
1,279.1 |
1,275.3 |
1,276.6 |
PP |
1,274.0 |
1,274.0 |
1,274.0 |
1,272.7 |
S1 |
1,269.2 |
1,269.2 |
1,273.5 |
1,266.7 |
S2 |
1,264.1 |
1,264.1 |
1,272.6 |
|
S3 |
1,254.2 |
1,259.3 |
1,271.7 |
|
S4 |
1,244.3 |
1,249.4 |
1,269.0 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.3 |
1,367.2 |
1,306.4 |
|
R3 |
1,347.4 |
1,334.3 |
1,297.3 |
|
R2 |
1,314.5 |
1,314.5 |
1,294.3 |
|
R1 |
1,301.4 |
1,301.4 |
1,291.3 |
1,291.5 |
PP |
1,281.6 |
1,281.6 |
1,281.6 |
1,276.7 |
S1 |
1,268.5 |
1,268.5 |
1,285.3 |
1,258.6 |
S2 |
1,248.7 |
1,248.7 |
1,282.3 |
|
S3 |
1,215.8 |
1,235.6 |
1,279.3 |
|
S4 |
1,182.9 |
1,202.7 |
1,270.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,294.7 |
1,266.4 |
28.3 |
2.2% |
14.5 |
1.1% |
28% |
False |
False |
13,834 |
10 |
1,326.8 |
1,261.8 |
65.0 |
5.1% |
18.2 |
1.4% |
19% |
False |
False |
15,377 |
20 |
1,362.3 |
1,261.8 |
100.5 |
7.9% |
17.9 |
1.4% |
13% |
False |
False |
10,966 |
40 |
1,362.3 |
1,254.0 |
108.3 |
8.5% |
22.3 |
1.8% |
19% |
False |
False |
7,122 |
60 |
1,433.7 |
1,254.0 |
179.7 |
14.1% |
23.8 |
1.9% |
11% |
False |
False |
5,406 |
80 |
1,433.7 |
1,254.0 |
179.7 |
14.1% |
23.5 |
1.8% |
11% |
False |
False |
4,421 |
100 |
1,433.7 |
1,214.4 |
219.3 |
17.2% |
22.7 |
1.8% |
27% |
False |
False |
3,961 |
120 |
1,433.7 |
1,187.9 |
245.8 |
19.3% |
22.8 |
1.8% |
35% |
False |
False |
3,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,320.8 |
2.618 |
1,304.6 |
1.618 |
1,294.7 |
1.000 |
1,288.6 |
0.618 |
1,284.8 |
HIGH |
1,278.7 |
0.618 |
1,274.9 |
0.500 |
1,273.8 |
0.382 |
1,272.6 |
LOW |
1,268.8 |
0.618 |
1,262.7 |
1.000 |
1,258.9 |
1.618 |
1,252.8 |
2.618 |
1,242.9 |
4.250 |
1,226.7 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1,274.2 |
1,280.2 |
PP |
1,274.0 |
1,278.2 |
S1 |
1,273.8 |
1,276.3 |
|